S&P500 Cash Index


Trading Metrics calculated at close of trading on 27-Mar-1987
Day Change Summary
Previous Current
26-Mar-1987 27-Mar-1987 Change Change % Previous Week
Open 300.38 300.93 0.55 0.2% 298.17
High 302.72 301.41 -1.31 -0.4% 302.72
Low 300.38 296.06 -4.32 -1.4% 296.06
Close 300.93 296.13 -4.80 -1.6% 296.13
Range 2.34 5.35 3.01 128.6% 6.66
ATR 3.07 3.23 0.16 5.3% 0.00
Volume
Daily Pivots for day following 27-Mar-1987
Classic Woodie Camarilla DeMark
R4 313.92 310.37 299.07
R3 308.57 305.02 297.60
R2 303.22 303.22 297.11
R1 299.67 299.67 296.62 298.77
PP 297.87 297.87 297.87 297.42
S1 294.32 294.32 295.64 293.42
S2 292.52 292.52 295.15
S3 287.17 288.97 294.66
S4 281.82 283.62 293.19
Weekly Pivots for week ending 27-Mar-1987
Classic Woodie Camarilla DeMark
R4 318.28 313.87 299.79
R3 311.62 307.21 297.96
R2 304.96 304.96 297.35
R1 300.55 300.55 296.74 299.43
PP 298.30 298.30 298.30 297.74
S1 293.89 293.89 295.52 292.77
S2 291.64 291.64 294.91
S3 284.98 287.23 294.30
S4 278.32 280.57 292.47
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 302.72 296.06 6.66 2.2% 3.13 1.1% 1% False True
10 302.72 286.64 16.08 5.4% 3.34 1.1% 59% False False
20 302.72 282.30 20.42 6.9% 3.01 1.0% 68% False False
40 302.72 271.38 31.34 10.6% 3.35 1.1% 79% False False
60 302.72 242.17 60.55 20.4% 3.59 1.2% 89% False False
80 302.72 241.28 61.44 20.7% 3.29 1.1% 89% False False
100 302.72 235.51 67.21 22.7% 3.17 1.1% 90% False False
120 302.72 233.46 69.26 23.4% 2.99 1.0% 90% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.45
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 324.15
2.618 315.42
1.618 310.07
1.000 306.76
0.618 304.72
HIGH 301.41
0.618 299.37
0.500 298.74
0.382 298.10
LOW 296.06
0.618 292.75
1.000 290.71
1.618 287.40
2.618 282.05
4.250 273.32
Fisher Pivots for day following 27-Mar-1987
Pivot 1 day 3 day
R1 298.74 299.39
PP 297.87 298.30
S1 297.00 297.22

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These figures are updated between 7pm and 10pm EST after a trading day.

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